+84.3%
MKSI vs SIMO
+315.3%
-231.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.2% | -5.2% | -1.2% |
| 7D | +2.7% | +11.0% | -8.3% | -2.2% |
| 30D | -12.8% | +17.9% | -30.7% | -19.5% |
| 3M | -22.5% | +3.9% | -26.4% | -25.1% |
| 6M | +19.4% | +131.0% | -111.6% | -25.0% |
| YTD | +67.7% | +209.3% | -141.6% | -12.2% |
| 1Y | +131.4% | +223.8% | -92.3% | +18.1% |
| 3Y | +197.3% | +479.2% | -281.9% | +13.7% |
| All | +84.3% | +315.3% | -231.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling